Time Series and Statistics of Stochastic Processes
Chair: Jens-Peter Kreiß
| 1 | TFT-Bootstrap: Resmapling time series in the frequency domain to obtain replicates in the time domain
1
Karlsruhe Institute of Technology (KIT), Institute for Stochastics, Karlsruhe
2
UCSD, Mathematics, San Diego
|
| 2 | THE MULTIPLE HYBRID BOOTSTRAP - RESAMPLING MULTIVARIATE LINEAR PROCESSES
1
TU Braunschweig, Institute of Mathematical Stochastics, Braunschweig
|
| 3 | CHANGE-POINT TESTS FOR THE INNOVATION DISTRIBUTION IN NONPARAMETRIC AUTOREGRESSION
1
Universität Hamburg, Mathematik, Hamburg
|
| 4 | BLOCKWISE BOOTSTRAP FOR THE ESTIMATED EMPIRICAL PROCESS WHEN THE OBSERVATIONS ARE WEAKLY DEPENDENT
1
Friedrich-Schiller-Universität, Institut für Stochastik, Jena
|

Overview Session
print